+136.1%
MCHP vs TMF
-81.8%
+217.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | -0.5% |
| 7D | -4.3% | -8.2% | +3.9% | -5.0% |
| 30D | -16.3% | +5.3% | -21.6% | -15.9% |
| 3M | -21.4% | -8.5% | -12.9% | -21.9% |
| 6M | -35.8% | -17.2% | -18.6% | -36.8% |
| YTD | -0.9% | -23.4% | +22.5% | -3.1% |
| 1Y | +14.5% | -30.2% | +44.8% | +11.0% |
| 3Y | -13.7% | -32.9% | +19.3% | -15.3% |
| 5Y | -16.9% | -88.5% | +71.6% | -39.3% |
| All | +136.1% | -81.8% | +217.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling